Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-28 0.219312 0.235934 0.253727 0.274279 0.297476 0.322981 0.353329
2026-01-04 0.201804 0.224282 0.249599 0.280517 0.317665 0.361402 0.417628
2026-01-11 0.185056 0.210489 0.240206 0.278039 0.325748 0.385104 0.466560
2026-01-18 0.174919 0.202904 0.236652 0.281221 0.339944 0.416886 0.529451
2026-01-25 0.161606 0.190068 0.225168 0.272772 0.337573 0.425907 0.561868
2026-02-01 0.150121 0.178532 0.214212 0.263672 0.332868 0.430454 0.587563
2026-02-08 0.142728 0.171612 0.208546 0.260889 0.336202 0.446271 0.632295
2026-02-15 0.139582 0.169890 0.209437 0.266907 0.352334 0.482586 0.716263
2026-02-22 0.134364 0.165055 0.205725 0.265986 0.357885 0.502873 0.776268
2026-03-01 0.129248 0.160043 0.201403 0.263742 0.361012 0.519325 0.832150
2026-03-08 0.123842 0.154350 0.195776 0.259103 0.359826 0.528166 0.874723
2026-03-15 0.119010 0.149216 0.190646 0.254817 0.358735 0.536869 0.918600
2026-03-22 0.116805 0.147737 0.190802 0.258821 0.372008 0.573750 1.034574
2026-03-29 0.115467 0.147394 0.192550 0.265380 0.390220 0.622646 1.194611
2026-04-05 0.111923 0.143728 0.189175 0.263497 0.393454 0.642759 1.289762
2026-04-12 0.109941 0.142216 0.188921 0.266616 0.405904 0.683544 1.456883
2026-04-19 0.105365 0.136734 0.182384 0.258905 0.397640 0.679078 1.489688
2026-04-26 0.100898 0.131270 0.175663 0.250531 0.387496 0.669308 1.503654
2026-05-03 0.098105 0.128186 0.172486 0.247973 0.388223 0.684009 1.603784
2026-05-10 0.097397 0.128162 0.174031 0.253550 0.405183 0.738814 1.871556
2026-05-17 0.095264 0.125915 0.171973 0.252702 0.409262 0.763536 2.041908
2026-05-24 0.092976 0.123356 0.169313 0.250628 0.410640 0.781766 2.197342
2026-05-31 0.090327 0.120168 0.165527 0.246334 0.407054 0.786689 2.297340